+3,382.2%
CLS vs FOXA
+90.8%
+3,291.3%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.4% | +4.2% | +2.2% |
| 7D | +4.6% | -4.0% | +8.5% | +6.3% |
| 30D | -13.9% | +12.0% | -25.9% | -18.7% |
| 3M | -26.6% | +0.3% | -26.8% | -28.6% |
| 6M | +15.4% | +12.5% | +2.9% | +5.4% |
| YTD | +5.7% | -9.6% | +15.3% | +6.7% |
| 1Y | +41.1% | +8.6% | +32.5% | +28.7% |
| 3Y | +1,228.6% | +118.5% | +1,110.0% | +733.8% |
| 5Y | +3,240.6% | +88.8% | +3,151.9% | +2,128.9% |
| All | +3,382.2% | +90.8% | +3,291.3% | +1,887.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FOXA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling